As far things feel so far, I don't need the wedge to expand. It seems the stem wedge into the steerer with the bearing balls/crown/locknut and allen bolt is a sufficient hold, even though a wedge may make a stronger hold. It seems I can steer better without the wedge. I am somewhat new at this so I may be wrong about going without a wedge. I don't do much machining.
In total, I can try to continue without a wedge and find out I need a wedge if the headset comes apart. If I steer quicker and the headset is firm then I won't use a wedge, even with a threaded steerer. But, I may want to improve steering even more. If a shorter expander bolt would work better it would be nice to find one.